Trading Metrics calculated at close of trading on 05-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2000 |
05-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
11,209.50 |
11,014.40 |
-195.10 |
-1.7% |
11,430.80 |
High |
11,350.10 |
11,215.10 |
-135.00 |
-1.2% |
11,568.80 |
Low |
10,986.50 |
10,938.70 |
-47.80 |
-0.4% |
11,380.60 |
Close |
10,997.90 |
11,122.70 |
124.80 |
1.1% |
11,497.10 |
Range |
363.60 |
276.40 |
-87.20 |
-24.0% |
188.20 |
ATR |
156.02 |
164.62 |
8.60 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,921.37 |
11,798.43 |
11,274.72 |
|
R3 |
11,644.97 |
11,522.03 |
11,198.71 |
|
R2 |
11,368.57 |
11,368.57 |
11,173.37 |
|
R1 |
11,245.63 |
11,245.63 |
11,148.04 |
11,307.10 |
PP |
11,092.17 |
11,092.17 |
11,092.17 |
11,122.90 |
S1 |
10,969.23 |
10,969.23 |
11,097.36 |
11,030.70 |
S2 |
10,815.77 |
10,815.77 |
11,072.03 |
|
S3 |
10,539.37 |
10,692.83 |
11,046.69 |
|
S4 |
10,262.97 |
10,416.43 |
10,970.68 |
|
|
Weekly Pivots for week ending 31-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,046.77 |
11,960.13 |
11,600.61 |
|
R3 |
11,858.57 |
11,771.93 |
11,548.86 |
|
R2 |
11,670.37 |
11,670.37 |
11,531.60 |
|
R1 |
11,583.73 |
11,583.73 |
11,514.35 |
11,627.05 |
PP |
11,482.17 |
11,482.17 |
11,482.17 |
11,503.83 |
S1 |
11,395.53 |
11,395.53 |
11,479.85 |
11,438.85 |
S2 |
11,293.97 |
11,293.97 |
11,462.60 |
|
S3 |
11,105.77 |
11,207.33 |
11,445.35 |
|
S4 |
10,917.57 |
11,019.13 |
11,393.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,568.80 |
10,938.70 |
630.10 |
5.7% |
215.60 |
1.9% |
29% |
False |
True |
|
10 |
11,568.80 |
10,938.70 |
630.10 |
5.7% |
174.46 |
1.6% |
29% |
False |
True |
|
20 |
11,568.80 |
10,938.70 |
630.10 |
5.7% |
153.62 |
1.4% |
29% |
False |
True |
|
40 |
11,568.80 |
10,536.30 |
1,032.50 |
9.3% |
143.10 |
1.3% |
57% |
False |
False |
|
60 |
11,568.80 |
9,976.02 |
1,592.78 |
14.3% |
154.59 |
1.4% |
72% |
False |
False |
|
80 |
11,568.80 |
9,976.02 |
1,592.78 |
14.3% |
156.26 |
1.4% |
72% |
False |
False |
|
100 |
11,568.80 |
9,976.02 |
1,592.78 |
14.3% |
153.94 |
1.4% |
72% |
False |
False |
|
120 |
11,568.80 |
9,976.02 |
1,592.78 |
14.3% |
153.99 |
1.4% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,389.80 |
2.618 |
11,938.72 |
1.618 |
11,662.32 |
1.000 |
11,491.50 |
0.618 |
11,385.92 |
HIGH |
11,215.10 |
0.618 |
11,109.52 |
0.500 |
11,076.90 |
0.382 |
11,044.28 |
LOW |
10,938.70 |
0.618 |
10,767.88 |
1.000 |
10,662.30 |
1.618 |
10,491.48 |
2.618 |
10,215.08 |
4.250 |
9,764.00 |
|
|
Fisher Pivots for day following 05-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
11,107.43 |
11,230.35 |
PP |
11,092.17 |
11,194.47 |
S1 |
11,076.90 |
11,158.58 |
|